The most common problems among women in both the abortion and the delivery groups were anxiety, stress and depression.
Changes in hormone levels, sleep deprivation and just the demands of caring for a new baby could lead to anxiety and depression. Women who have abortions don't fact those stresses.
This study confirms what others have found...that having an early abortion does not increase mental disorders, at least not in Denmark. It would be interesting to do the same study in the U.S. and see if the results held. Denmark legalized abortion in 1973, the same year as Roe v. Wade in the United States.